得零售者可以得天下——基于银行利润效率视角  

Retail Business Can Win the World:Based on Bank Efficiency

作　　者：刘妍[1] 宫长亮 曾刚[3] 李琦 LIU Yan;GONG Changliang;ZENG Gang;LI Qi(School of Finance,Dongbei University of Finance and Economics,Dalian 116025,China;Bank of Dalian,Dalian 116021,China;Institute of Finance,Chinese Academy of Social Sciences,Beijing 100732,China)

机构地区：[1]东北财经大学金融学院,辽宁大连116025 [2]大连银行,辽宁大连116021 [3]中国社会科学院金融研究所,北京100732

出　　处：《运筹与管理》2024年第2期165-171,共7页Operations Research and Management Science

基　　金：辽宁省教育厅项目(LN2020J22);辽宁省社科联项目(2022lslybkt-009);东北财经大学校级项目(DUFE2020Y08)。

摘　　要：零售业务作为商业银行的基础业务和战略性业务,已经成为中国银行业整体收入增长的主要动力。本文以我国48家商业银行2011—2021年的数据为研究对象,以产出定位的非单调异质性随机前沿方法为基础,测度了商业银行的利润效率水平,并利用2SLS探究零售业务对银行利润效率的整体影响。研究发现,银行零售业务的发展能够有效地提高银行的利润效率,尤其是信用卡业务对利润效率的正向影响最大,个人住房抵押贷款对利润效率的影响次之,消费贷和经营贷的影响最小;第二,国有银行、股份制银行的零售业务对利润效率的促进程度远高于城商行和农商行;第三,中国银行业利润效率整体呈上升趋势,其中,股份制银行的利润效率水平位居榜首,城商行利润效率自2011年以来一路上升,2021年增长到0.5872,而农商行的利润效率水平最低。The report in the 20 th Congress of CCP emphasizes that we should accelerate the building of a new“dual-cycle”development pattern,drive high-quality economic growth,and adhere to the strategic basis of expanding domestic demand.Under the background of interest rate liberalization,the development of multi-level capital market and stricter financial regulation,the profit space of banks’public business is constantly squeezed,and the exposure and release of credit risks are accelerated.The transformation of the banking industry to the retail business with light capital,light cost and low non-performing is the general trend.Bank profit efficiency takes into account the maximization of efficiency at both the input and output,which is an effective method for bank performance evaluation.Bank profit efficiency evaluates the efficiency by comparing the actual profit obtained by commercial banks with the profit obtained on the production frontier,considering the maximization of efficiency at both the input and output ends,which is an effective method for bank performance evaluation.Therefore,it is of great practical significance to explore the impact of bank retail business on profit efficiency.Reviewing the existing literature,we can find that many scholars at home and abroad believe that retail business is a sustainable business model for banks,which can bring stable returns and play an important role in maintaining high profitability of banks.However,there is a lack of research on the impact of retail business on bank profit efficiency.Based on this,considering the cross relationship between various input variables and output variables,this paper introduces the cross term into the translog production function to reflect the mutual relationship,constructs the output-based distance function in the form of translog function,and uses the non-monotonic heterogeneous stochastic frontier method to measure the profit efficiency of banks,which can comprehensively and scientifically evaluate the operation and management of b

关 键 词：零售业务 盈利能力 利润效率 风险承担 SFA 

分 类 号：F832.3[经济管理—金融学]